1 (* Title: HOL/Hahn_Banach/Subspace.thy
2 Author: Gertrud Bauer, TU Munich
11 subsection {* Definition *}
14 A non-empty subset @{text U} of a vector space @{text V} is a
15 \emph{subspace} of @{text V}, iff @{text U} is closed under addition
16 and scalar multiplication.
20 fixes U :: "'a\<Colon>{minus, plus, zero, uminus} set" and V
21 assumes non_empty [iff, intro]: "U \<noteq> {}"
22 and subset [iff]: "U \<subseteq> V"
23 and add_closed [iff]: "x \<in> U \<Longrightarrow> y \<in> U \<Longrightarrow> x + y \<in> U"
24 and mult_closed [iff]: "x \<in> U \<Longrightarrow> a \<cdot> x \<in> U"
27 subspace (infix "\<unlhd>" 50)
29 declare vectorspace.intro [intro?] subspace.intro [intro?]
31 lemma subspace_subset [elim]: "U \<unlhd> V \<Longrightarrow> U \<subseteq> V"
32 by (rule subspace.subset)
34 lemma (in subspace) subsetD [iff]: "x \<in> U \<Longrightarrow> x \<in> V"
37 lemma subspaceD [elim]: "U \<unlhd> V \<Longrightarrow> x \<in> U \<Longrightarrow> x \<in> V"
38 by (rule subspace.subsetD)
40 lemma rev_subspaceD [elim?]: "x \<in> U \<Longrightarrow> U \<unlhd> V \<Longrightarrow> x \<in> V"
41 by (rule subspace.subsetD)
43 lemma (in subspace) diff_closed [iff]:
44 assumes "vectorspace V"
45 assumes x: "x \<in> U" and y: "y \<in> U"
48 interpret vectorspace V by fact
49 from x y show ?thesis by (simp add: diff_eq1 negate_eq1)
53 \medskip Similar as for linear spaces, the existence of the zero
54 element in every subspace follows from the non-emptiness of the
55 carrier set and by vector space laws.
58 lemma (in subspace) zero [intro]:
59 assumes "vectorspace V"
62 interpret V: vectorspace V by fact
63 have "U \<noteq> {}" by (rule non_empty)
64 then obtain x where x: "x \<in> U" by blast
65 then have "x \<in> V" .. then have "0 = x - x" by simp
66 also from `vectorspace V` x x have "\<dots> \<in> U" by (rule diff_closed)
67 finally show ?thesis .
70 lemma (in subspace) neg_closed [iff]:
71 assumes "vectorspace V"
72 assumes x: "x \<in> U"
75 interpret vectorspace V by fact
76 from x show ?thesis by (simp add: negate_eq1)
79 text {* \medskip Further derived laws: every subspace is a vector space. *}
81 lemma (in subspace) vectorspace [iff]:
82 assumes "vectorspace V"
85 interpret vectorspace V by fact
88 show "U \<noteq> {}" ..
89 fix x y z assume x: "x \<in> U" and y: "y \<in> U" and z: "z \<in> U"
91 from x y show "x + y \<in> U" by simp
92 from x show "a \<cdot> x \<in> U" by simp
93 from x y z show "(x + y) + z = x + (y + z)" by (simp add: add_ac)
94 from x y show "x + y = y + x" by (simp add: add_ac)
95 from x show "x - x = 0" by simp
96 from x show "0 + x = x" by simp
97 from x y show "a \<cdot> (x + y) = a \<cdot> x + a \<cdot> y" by (simp add: distrib)
98 from x show "(a + b) \<cdot> x = a \<cdot> x + b \<cdot> x" by (simp add: distrib)
99 from x show "(a * b) \<cdot> x = a \<cdot> b \<cdot> x" by (simp add: mult_assoc)
100 from x show "1 \<cdot> x = x" by simp
101 from x show "- x = - 1 \<cdot> x" by (simp add: negate_eq1)
102 from x y show "x - y = x + - y" by (simp add: diff_eq1)
107 text {* The subspace relation is reflexive. *}
109 lemma (in vectorspace) subspace_refl [intro]: "V \<unlhd> V"
111 show "V \<noteq> {}" ..
112 show "V \<subseteq> V" ..
113 fix x y assume x: "x \<in> V" and y: "y \<in> V"
115 from x y show "x + y \<in> V" by simp
116 from x show "a \<cdot> x \<in> V" by simp
119 text {* The subspace relation is transitive. *}
121 lemma (in vectorspace) subspace_trans [trans]:
122 "U \<unlhd> V \<Longrightarrow> V \<unlhd> W \<Longrightarrow> U \<unlhd> W"
124 assume uv: "U \<unlhd> V" and vw: "V \<unlhd> W"
125 from uv show "U \<noteq> {}" by (rule subspace.non_empty)
126 show "U \<subseteq> W"
128 from uv have "U \<subseteq> V" by (rule subspace.subset)
129 also from vw have "V \<subseteq> W" by (rule subspace.subset)
130 finally show ?thesis .
132 fix x y assume x: "x \<in> U" and y: "y \<in> U"
133 from uv and x y show "x + y \<in> U" by (rule subspace.add_closed)
134 from uv and x show "\<And>a. a \<cdot> x \<in> U" by (rule subspace.mult_closed)
138 subsection {* Linear closure *}
141 The \emph{linear closure} of a vector @{text x} is the set of all
142 scalar multiples of @{text x}.
146 lin :: "('a::{minus, plus, zero}) \<Rightarrow> 'a set" where
147 "lin x = {a \<cdot> x | a. True}"
149 lemma linI [intro]: "y = a \<cdot> x \<Longrightarrow> y \<in> lin x"
150 unfolding lin_def by blast
152 lemma linI' [iff]: "a \<cdot> x \<in> lin x"
153 unfolding lin_def by blast
155 lemma linE [elim]: "x \<in> lin v \<Longrightarrow> (\<And>a::real. x = a \<cdot> v \<Longrightarrow> C) \<Longrightarrow> C"
156 unfolding lin_def by blast
159 text {* Every vector is contained in its linear closure. *}
161 lemma (in vectorspace) x_lin_x [iff]: "x \<in> V \<Longrightarrow> x \<in> lin x"
164 then have "x = 1 \<cdot> x" by simp
165 also have "\<dots> \<in> lin x" ..
166 finally show ?thesis .
169 lemma (in vectorspace) "0_lin_x" [iff]: "x \<in> V \<Longrightarrow> 0 \<in> lin x"
172 then show "0 = 0 \<cdot> x" by simp
175 text {* Any linear closure is a subspace. *}
177 lemma (in vectorspace) lin_subspace [intro]:
178 "x \<in> V \<Longrightarrow> lin x \<unlhd> V"
180 assume x: "x \<in> V"
181 then show "lin x \<noteq> {}" by (auto simp add: x_lin_x)
182 show "lin x \<subseteq> V"
184 fix x' assume "x' \<in> lin x"
185 then obtain a where "x' = a \<cdot> x" ..
186 with x show "x' \<in> V" by simp
188 fix x' x'' assume x': "x' \<in> lin x" and x'': "x'' \<in> lin x"
189 show "x' + x'' \<in> lin x"
191 from x' obtain a' where "x' = a' \<cdot> x" ..
192 moreover from x'' obtain a'' where "x'' = a'' \<cdot> x" ..
193 ultimately have "x' + x'' = (a' + a'') \<cdot> x"
194 using x by (simp add: distrib)
195 also have "\<dots> \<in> lin x" ..
196 finally show ?thesis .
199 show "a \<cdot> x' \<in> lin x"
201 from x' obtain a' where "x' = a' \<cdot> x" ..
202 with x have "a \<cdot> x' = (a * a') \<cdot> x" by (simp add: mult_assoc)
203 also have "\<dots> \<in> lin x" ..
204 finally show ?thesis .
209 text {* Any linear closure is a vector space. *}
211 lemma (in vectorspace) lin_vectorspace [intro]:
213 shows "vectorspace (lin x)"
215 from `x \<in> V` have "subspace (lin x) V"
216 by (rule lin_subspace)
217 from this and vectorspace_axioms show ?thesis
218 by (rule subspace.vectorspace)
222 subsection {* Sum of two vectorspaces *}
225 The \emph{sum} of two vectorspaces @{text U} and @{text V} is the
226 set of all sums of elements from @{text U} and @{text V}.
229 instantiation "fun" :: (type, type) plus
233 sum_def: "plus_fun U V = {u + v | u v. u \<in> U \<and> v \<in> V}" (* FIXME not fully general!? *)
240 "x \<in> U + V \<Longrightarrow> (\<And>u v. x = u + v \<Longrightarrow> u \<in> U \<Longrightarrow> v \<in> V \<Longrightarrow> C) \<Longrightarrow> C"
241 unfolding sum_def by blast
244 "u \<in> U \<Longrightarrow> v \<in> V \<Longrightarrow> x = u + v \<Longrightarrow> x \<in> U + V"
245 unfolding sum_def by blast
248 "u \<in> U \<Longrightarrow> v \<in> V \<Longrightarrow> u + v \<in> U + V"
249 unfolding sum_def by blast
251 text {* @{text U} is a subspace of @{text "U + V"}. *}
253 lemma subspace_sum1 [iff]:
254 assumes "vectorspace U" "vectorspace V"
255 shows "U \<unlhd> U + V"
257 interpret vectorspace U by fact
258 interpret vectorspace V by fact
261 show "U \<noteq> {}" ..
262 show "U \<subseteq> U + V"
264 fix x assume x: "x \<in> U"
265 moreover have "0 \<in> V" ..
266 ultimately have "x + 0 \<in> U + V" ..
267 with x show "x \<in> U + V" by simp
269 fix x y assume x: "x \<in> U" and "y \<in> U"
270 then show "x + y \<in> U" by simp
271 from x show "\<And>a. a \<cdot> x \<in> U" by simp
275 text {* The sum of two subspaces is again a subspace. *}
277 lemma sum_subspace [intro?]:
278 assumes "subspace U E" "vectorspace E" "subspace V E"
279 shows "U + V \<unlhd> E"
281 interpret subspace U E by fact
282 interpret vectorspace E by fact
283 interpret subspace V E by fact
288 show "0 \<in> U" using `vectorspace E` ..
289 show "0 \<in> V" using `vectorspace E` ..
290 show "(0::'a) = 0 + 0" by simp
292 then show "U + V \<noteq> {}" by blast
293 show "U + V \<subseteq> E"
295 fix x assume "x \<in> U + V"
296 then obtain u v where "x = u + v" and
297 "u \<in> U" and "v \<in> V" ..
298 then show "x \<in> E" by simp
300 fix x y assume x: "x \<in> U + V" and y: "y \<in> U + V"
301 show "x + y \<in> U + V"
303 from x obtain ux vx where "x = ux + vx" and "ux \<in> U" and "vx \<in> V" ..
305 from y obtain uy vy where "y = uy + vy" and "uy \<in> U" and "vy \<in> V" ..
307 have "ux + uy \<in> U"
308 and "vx + vy \<in> V"
309 and "x + y = (ux + uy) + (vx + vy)"
310 using x y by (simp_all add: add_ac)
313 fix a show "a \<cdot> x \<in> U + V"
315 from x obtain u v where "x = u + v" and "u \<in> U" and "v \<in> V" ..
316 then have "a \<cdot> u \<in> U" and "a \<cdot> v \<in> V"
317 and "a \<cdot> x = (a \<cdot> u) + (a \<cdot> v)" by (simp_all add: distrib)
323 text{* The sum of two subspaces is a vectorspace. *}
325 lemma sum_vs [intro?]:
326 "U \<unlhd> E \<Longrightarrow> V \<unlhd> E \<Longrightarrow> vectorspace E \<Longrightarrow> vectorspace (U + V)"
327 by (rule subspace.vectorspace) (rule sum_subspace)
330 subsection {* Direct sums *}
333 The sum of @{text U} and @{text V} is called \emph{direct}, iff the
334 zero element is the only common element of @{text U} and @{text
335 V}. For every element @{text x} of the direct sum of @{text U} and
336 @{text V} the decomposition in @{text "x = u + v"} with
337 @{text "u \<in> U"} and @{text "v \<in> V"} is unique.
341 assumes "vectorspace E" "subspace U E" "subspace V E"
342 assumes direct: "U \<inter> V = {0}"
343 and u1: "u1 \<in> U" and u2: "u2 \<in> U"
344 and v1: "v1 \<in> V" and v2: "v2 \<in> V"
345 and sum: "u1 + v1 = u2 + v2"
346 shows "u1 = u2 \<and> v1 = v2"
348 interpret vectorspace E by fact
349 interpret subspace U E by fact
350 interpret subspace V E by fact
353 have U: "vectorspace U" (* FIXME: use interpret *)
354 using `subspace U E` `vectorspace E` by (rule subspace.vectorspace)
355 have V: "vectorspace V"
356 using `subspace V E` `vectorspace E` by (rule subspace.vectorspace)
357 from u1 u2 v1 v2 and sum have eq: "u1 - u2 = v2 - v1"
358 by (simp add: add_diff_swap)
359 from u1 u2 have u: "u1 - u2 \<in> U"
360 by (rule vectorspace.diff_closed [OF U])
361 with eq have v': "v2 - v1 \<in> U" by (simp only:)
362 from v2 v1 have v: "v2 - v1 \<in> V"
363 by (rule vectorspace.diff_closed [OF V])
364 with eq have u': " u1 - u2 \<in> V" by (simp only:)
367 proof (rule add_minus_eq)
368 from u1 show "u1 \<in> E" ..
369 from u2 show "u2 \<in> E" ..
370 from u u' and direct show "u1 - u2 = 0" by blast
373 proof (rule add_minus_eq [symmetric])
374 from v1 show "v1 \<in> E" ..
375 from v2 show "v2 \<in> E" ..
376 from v v' and direct show "v2 - v1 = 0" by blast
382 An application of the previous lemma will be used in the proof of
383 the Hahn-Banach Theorem (see page \pageref{decomp-H-use}): for any
384 element @{text "y + a \<cdot> x\<^sub>0"} of the direct sum of a
385 vectorspace @{text H} and the linear closure of @{text "x\<^sub>0"}
386 the components @{text "y \<in> H"} and @{text a} are uniquely
391 assumes "vectorspace E" "subspace H E"
392 assumes y1: "y1 \<in> H" and y2: "y2 \<in> H"
393 and x': "x' \<notin> H" "x' \<in> E" "x' \<noteq> 0"
394 and eq: "y1 + a1 \<cdot> x' = y2 + a2 \<cdot> x'"
395 shows "y1 = y2 \<and> a1 = a2"
397 interpret vectorspace E by fact
398 interpret subspace H E by fact
401 have c: "y1 = y2 \<and> a1 \<cdot> x' = a2 \<cdot> x'"
403 show "a1 \<cdot> x' \<in> lin x'" ..
404 show "a2 \<cdot> x' \<in> lin x'" ..
405 show "H \<inter> lin x' = {0}"
407 show "H \<inter> lin x' \<subseteq> {0}"
409 fix x assume x: "x \<in> H \<inter> lin x'"
410 then obtain a where xx': "x = a \<cdot> x'"
415 with xx' and x' show ?thesis by simp
417 assume a: "a \<noteq> 0"
418 from x have "x \<in> H" ..
419 with xx' have "inverse a \<cdot> a \<cdot> x' \<in> H" by simp
420 with a and x' have "x' \<in> H" by (simp add: mult_assoc2)
421 with `x' \<notin> H` show ?thesis by contradiction
423 then show "x \<in> {0}" ..
425 show "{0} \<subseteq> H \<inter> lin x'"
427 have "0 \<in> H" using `vectorspace E` ..
428 moreover have "0 \<in> lin x'" using `x' \<in> E` ..
429 ultimately show ?thesis by blast
432 show "lin x' \<unlhd> E" using `x' \<in> E` ..
433 qed (rule `vectorspace E`, rule `subspace H E`, rule y1, rule y2, rule eq)
434 then show "y1 = y2" ..
435 from c have "a1 \<cdot> x' = a2 \<cdot> x'" ..
436 with x' show "a1 = a2" by (simp add: mult_right_cancel)
441 Since for any element @{text "y + a \<cdot> x'"} of the direct sum of a
442 vectorspace @{text H} and the linear closure of @{text x'} the
443 components @{text "y \<in> H"} and @{text a} are unique, it follows from
444 @{text "y \<in> H"} that @{text "a = 0"}.
448 assumes "vectorspace E" "subspace H E"
449 assumes t: "t \<in> H"
450 and x': "x' \<notin> H" "x' \<in> E" "x' \<noteq> 0"
451 shows "(SOME (y, a). t = y + a \<cdot> x' \<and> y \<in> H) = (t, 0)"
453 interpret vectorspace E by fact
454 interpret subspace H E by fact
456 proof (rule, simp_all only: split_paired_all split_conv)
457 from t x' show "t = t + 0 \<cdot> x' \<and> t \<in> H" by simp
458 fix y and a assume ya: "t = y + a \<cdot> x' \<and> y \<in> H"
459 have "y = t \<and> a = 0"
460 proof (rule decomp_H')
461 from ya x' show "y + a \<cdot> x' = t + 0 \<cdot> x'" by simp
462 from ya show "y \<in> H" ..
463 qed (rule `vectorspace E`, rule `subspace H E`, rule t, (rule x')+)
464 with t x' show "(y, a) = (y + a \<cdot> x', 0)" by simp
469 The components @{text "y \<in> H"} and @{text a} in @{text "y + a \<cdot> x'"}
470 are unique, so the function @{text h'} defined by
471 @{text "h' (y + a \<cdot> x') = h y + a \<cdot> \<xi>"} is definite.
477 "h' \<equiv> (\<lambda>x. let (y, a) = SOME (y, a). (x = y + a \<cdot> x' \<and> y \<in> H)
479 and x: "x = y + a \<cdot> x'"
480 assumes "vectorspace E" "subspace H E"
481 assumes y: "y \<in> H"
482 and x': "x' \<notin> H" "x' \<in> E" "x' \<noteq> 0"
483 shows "h' x = h y + a * xi"
485 interpret vectorspace E by fact
486 interpret subspace H E by fact
487 from x y x' have "x \<in> H + lin x'" by auto
488 have "\<exists>!p. (\<lambda>(y, a). x = y + a \<cdot> x' \<and> y \<in> H) p" (is "\<exists>!p. ?P p")
490 from x y show "\<exists>p. ?P p" by blast
491 fix p q assume p: "?P p" and q: "?P q"
494 from p have xp: "x = fst p + snd p \<cdot> x' \<and> fst p \<in> H"
496 from q have xq: "x = fst q + snd q \<cdot> x' \<and> fst q \<in> H"
498 have "fst p = fst q \<and> snd p = snd q"
499 proof (rule decomp_H')
500 from xp show "fst p \<in> H" ..
501 from xq show "fst q \<in> H" ..
502 from xp and xq show "fst p + snd p \<cdot> x' = fst q + snd q \<cdot> x'"
504 qed (rule `vectorspace E`, rule `subspace H E`, (rule x')+)
505 then show ?thesis by (cases p, cases q) simp
508 then have eq: "(SOME (y, a). x = y + a \<cdot> x' \<and> y \<in> H) = (y, a)"
509 by (rule some1_equality) (simp add: x y)
510 with h'_def show "h' x = h y + a * xi" by (simp add: Let_def)